📊 回测报告 - ETHUSDT

回测周期: 2024-12-21 15:30:00+00:00 至 2026-02-18 14:00:00+00:00

总收益率
-51.48%
最大回撤
80.19%
夏普比率
0.02
胜率
49.15%
盈亏比
0.89
交易次数
118
杠杆倍数
5x
止损触发
0
📈 K线图与交易标记
💰 权益曲线
📉 回撤曲线
📋 交易记录
开仓时间 平仓时间 开仓价 平仓价 数量 盈亏 平仓原因
2024-12-23 02:30:00+00:00 2024-12-23 14:30:00+00:00 3281.41 3311.47 1.5237 227.00 signal
2024-12-23 17:00:00+00:00 2024-12-23 18:30:00+00:00 3369.95 3303.90 1.5171 -503.02 signal
2024-12-25 10:00:00+00:00 2024-12-25 11:30:00+00:00 3535.01 3469.63 1.3748 -451.33 signal
2024-12-27 09:00:00+00:00 2025-01-06 00:30:00+00:00 3418.11 3620.57 1.3555 1370.23 signal
2025-01-06 14:30:00+00:00 2025-01-10 13:30:00+00:00 3684.50 3243.15 1.4432 -3186.68 signal
2025-01-15 13:30:00+00:00 2025-01-16 00:00:00+00:00 3297.01 3421.21 1.1292 699.71 signal
2025-01-17 01:00:00+00:00 2025-01-17 13:30:00+00:00 3339.99 3400.80 1.2192 369.05 signal
2025-01-17 20:00:00+00:00 2025-01-19 21:00:00+00:00 3490.84 3250.00 1.2192 -1469.71 signal
2025-01-22 00:30:00+00:00 2025-01-22 13:30:00+00:00 3361.48 3283.32 1.0472 -410.63 signal
2025-01-23 20:00:00+00:00 2025-01-26 21:30:00+00:00 3282.22 3295.00 1.0097 63.19 signal
2025-01-27 11:00:00+00:00 2025-01-29 19:00:00+00:00 3065.57 3057.80 1.0912 -43.73 signal
2025-01-29 19:30:00+00:00 2025-01-30 00:00:00+00:00 3125.08 3100.45 1.0632 -132.25 signal
2025-01-30 01:00:00+00:00 2025-01-30 18:00:00+00:00 3141.90 3260.11 1.0363 611.13 signal
2025-01-31 07:00:00+00:00 2025-01-31 18:00:00+00:00 3263.55 3345.82 1.0911 447.35 signal
2025-02-02 01:30:00+00:00 2025-02-02 16:30:00+00:00 3151.46 3014.70 1.2006 -822.43 signal
2025-02-05 21:30:00+00:00 2025-02-07 15:30:00+00:00 2785.85 2720.33 1.2103 -397.81 signal
2025-02-10 00:00:00+00:00 2025-02-10 01:30:00+00:00 2641.15 2573.21 1.2010 -409.23 signal
2025-02-10 03:30:00+00:00 2025-02-12 14:00:00+00:00 2624.72 2569.29 1.1304 -314.44 signal
2025-02-12 16:30:00+00:00 2025-02-17 16:00:00+00:00 2647.68 2726.21 1.0610 415.43 signal
2025-02-18 09:30:00+00:00 2025-02-20 21:30:00+00:00 2696.11 2724.81 1.1187 159.32 signal
2025-02-22 00:00:00+00:00 2025-02-24 22:00:00+00:00 2659.53 2580.80 1.1638 -459.35 signal
2025-02-26 22:00:00+00:00 2025-02-28 01:30:00+00:00 2348.35 2192.59 1.2200 -951.21 signal
2025-02-28 09:00:00+00:00 2025-03-01 06:00:00+00:00 2142.91 2237.29 1.1148 525.05 signal
2025-03-01 16:30:00+00:00 2025-03-03 00:00:00+00:00 2209.01 2487.35 1.2000 1668.88 signal
2025-03-03 23:30:00+00:00 2025-03-04 16:00:00+00:00 2148.22 2023.80 1.6222 -1010.46 signal
2025-03-11 01:30:00+00:00 2025-03-11 14:00:00+00:00 1857.24 1871.13 1.6039 110.19 signal
2025-03-12 07:30:00+00:00 2025-03-12 14:00:00+00:00 1910.47 1876.65 1.5877 -269.68 signal
2025-03-13 09:30:00+00:00 2025-04-04 10:30:00+00:00 1890.01 1782.80 1.5333 -823.00 signal
2025-04-07 01:00:00+00:00 2025-04-07 06:30:00+00:00 1608.23 1430.48 1.5457 -1374.61 signal
2025-04-07 09:00:00+00:00 2025-04-09 01:00:00+00:00 1493.30 1396.81 1.2041 -581.57 signal
2025-04-09 04:30:00+00:00 2025-04-10 00:00:00+00:00 1439.74 1652.07 1.0466 1110.46 signal
2025-04-14 00:00:00+00:00 2025-04-30 12:30:00+00:00 1622.24 1774.28 1.2710 965.28 signal
2025-05-10 06:00:00+00:00 2025-05-12 11:30:00+00:00 2372.06 2529.34 1.0725 842.33 signal
2025-05-14 18:30:00+00:00 2025-05-15 14:00:00+00:00 2612.49 2514.79 1.1348 -555.50 signal
2025-05-15 15:30:00+00:00 2025-05-16 12:30:00+00:00 2562.90 2597.40 1.0482 179.72 signal
2025-05-18 13:30:00+00:00 2025-05-18 17:30:00+00:00 2541.19 2488.59 1.0923 -288.35 signal
2025-05-18 23:30:00+00:00 2025-05-19 02:00:00+00:00 2496.98 2408.15 1.0536 -468.99 signal
2025-05-20 19:30:00+00:00 2025-05-21 08:00:00+00:00 2500.25 2551.45 0.9583 244.34 signal
2025-05-21 14:30:00+00:00 2025-05-21 17:00:00+00:00 2579.34 2476.71 0.9761 -501.83 signal
2025-05-27 04:00:00+00:00 2025-05-30 22:30:00+00:00 2558.25 2525.52 0.8858 -145.86 signal
2025-05-31 04:00:00+00:00 2025-06-03 03:30:00+00:00 2518.45 2602.38 0.8707 364.48 signal
2025-06-06 02:30:00+00:00 2025-06-11 01:00:00+00:00 2434.50 2787.82 0.9754 1722.04 signal
2025-06-11 13:00:00+00:00 2025-06-11 18:30:00+00:00 2815.95 2820.61 1.1489 25.47 signal
2025-06-13 05:30:00+00:00 2025-06-16 11:00:00+00:00 2505.45 2596.95 1.2961 591.60 signal
2025-06-17 19:00:00+00:00 2025-06-18 10:00:00+00:00 2532.14 2514.27 1.3990 -126.40 signal
2025-06-21 00:00:00+00:00 2025-06-21 14:00:00+00:00 2412.08 2416.88 1.4421 33.22 signal
2025-06-22 20:30:00+00:00 2025-06-23 15:30:00+00:00 2186.77 2247.17 1.5980 481.15 signal
2025-06-23 18:00:00+00:00 2025-06-24 18:30:00+00:00 2282.94 2434.12 1.6357 1234.85 signal
2025-06-29 22:00:00+00:00 2025-07-02 23:00:00+00:00 2478.00 2586.95 1.7558 954.67 signal
2025-07-15 06:00:00+00:00 2025-07-15 20:30:00+00:00 2977.20 3041.06 1.6215 515.76 signal
2025-07-17 06:30:00+00:00 2025-07-17 11:30:00+00:00 3441.11 3434.69 1.4775 -49.46 signal
2025-07-17 21:00:00+00:00 2025-07-18 07:30:00+00:00 3480.62 3607.10 1.4534 917.00 signal
2025-07-22 01:30:00+00:00 2025-07-24 05:00:00+00:00 3793.76 3578.30 1.4540 -1568.46 signal
2025-07-24 08:30:00+00:00 2025-07-25 14:30:00+00:00 3632.84 3627.46 1.3022 -36.92 signal
2025-07-25 20:30:00+00:00 2025-07-28 01:30:00+00:00 3683.58 3848.65 1.2790 1053.66 signal
2025-07-29 03:00:00+00:00 2025-07-30 09:00:00+00:00 3782.31 3794.58 1.3847 82.85 signal
2025-07-30 23:00:00+00:00 2025-08-04 05:00:00+00:00 3787.10 3528.30 1.3936 -1805.24 signal
2025-08-05 10:30:00+00:00 2025-08-05 12:30:00+00:00 3680.92 3626.88 1.1883 -322.79 signal
2025-08-08 13:30:00+00:00 2025-08-10 21:00:00+00:00 3998.95 4194.97 1.0532 1030.46 signal
2025-08-12 01:00:00+00:00 2025-08-16 10:00:00+00:00 4281.00 4395.94 1.1040 632.50 signal
2025-08-18 09:30:00+00:00 2025-08-19 14:30:00+00:00 4291.26 4190.24 1.1748 -595.36 signal
2025-08-20 02:00:00+00:00 2025-08-22 10:30:00+00:00 4134.87 4294.64 1.1470 914.30 signal
2025-08-22 14:00:00+00:00 2025-08-22 22:30:00+00:00 4576.15 4809.88 1.1361 1325.49 signal
2025-08-24 14:00:00+00:00 2025-08-24 20:30:00+00:00 4778.74 4784.63 1.2264 33.77 signal
2025-08-25 12:00:00+00:00 2025-08-27 00:00:00+00:00 4619.91 4588.00 1.2719 -205.27 signal
2025-08-27 14:00:00+00:00 2025-08-28 13:30:00+00:00 4630.50 4572.84 1.2466 -361.68 signal
2025-08-28 22:00:00+00:00 2025-08-29 14:00:00+00:00 4504.13 4294.92 1.2412 -1300.47 signal
2025-08-29 16:00:00+00:00 2025-08-30 01:30:00+00:00 4331.59 4262.93 1.1403 -393.39 signal
2025-09-02 21:00:00+00:00 2025-09-03 20:00:00+00:00 4308.73 4465.91 1.1004 862.85 signal
2025-09-04 10:00:00+00:00 2025-09-04 14:00:00+00:00 4406.63 4349.99 1.1737 -334.42 signal
2025-09-05 20:30:00+00:00 2025-09-06 15:00:00+00:00 4336.24 4277.09 1.1539 -343.24 signal
2025-09-08 09:00:00+00:00 2025-09-08 17:30:00+00:00 4318.75 4309.27 1.1186 -54.95 signal
2025-09-11 12:00:00+00:00 2025-09-11 12:30:00+00:00 4471.68 4424.45 1.0740 -255.53 signal
2025-09-12 16:00:00+00:00 2025-09-14 07:30:00+00:00 4567.30 4648.81 1.0233 415.16 signal
2025-09-15 17:30:00+00:00 2025-09-17 04:00:00+00:00 4507.52 4485.90 1.0827 -118.99 signal
2025-09-17 06:30:00+00:00 2025-09-18 05:00:00+00:00 4543.61 4589.39 1.0608 240.88 signal
2025-09-19 01:00:00+00:00 2025-09-19 15:00:00+00:00 4615.00 4466.01 1.0703 -799.24 signal
2025-09-24 06:00:00+00:00 2025-09-24 13:30:00+00:00 4171.21 4148.50 1.0881 -125.37 signal
2025-09-24 14:30:00+00:00 2025-09-25 12:00:00+00:00 4191.77 3939.93 1.0676 -1346.06 signal
2025-09-25 13:00:00+00:00 2025-09-29 03:00:00+00:00 4001.36 4109.72 0.9500 513.16 signal
2025-10-01 08:00:00+00:00 2025-10-01 17:00:00+00:00 4164.78 4317.00 0.9742 739.76 signal
2025-10-02 01:30:00+00:00 2025-10-04 14:30:00+00:00 4390.86 4468.26 1.0081 388.32 signal
2025-10-07 11:30:00+00:00 2025-10-07 14:00:00+00:00 4706.44 4628.01 0.9815 -386.73 signal
2025-10-08 16:30:00+00:00 2025-10-09 15:00:00+00:00 4494.55 4314.54 0.9846 -887.87 signal
2025-10-09 18:00:00+00:00 2025-10-10 14:30:00+00:00 4323.40 4277.71 0.9207 -211.90 signal
2025-10-12 02:00:00+00:00 2025-10-12 13:00:00+00:00 3734.68 3812.80 1.0372 403.56 signal
2025-10-12 14:30:00+00:00 2025-10-12 22:00:00+00:00 3973.44 4125.65 1.0255 778.75 signal
2025-10-13 16:30:00+00:00 2025-10-15 01:00:00+00:00 4163.52 4084.62 1.0720 -424.65 signal
2025-10-15 08:00:00+00:00 2025-10-16 14:00:00+00:00 4172.37 3993.91 1.0186 -910.54 signal
2025-10-17 12:00:00+00:00 2025-10-21 20:00:00+00:00 3785.53 3950.55 1.0022 825.34 signal
2025-10-22 12:00:00+00:00 2025-10-23 11:30:00+00:00 3842.71 3861.86 1.0945 103.11 signal
2025-10-23 16:30:00+00:00 2025-10-23 19:00:00+00:00 3916.36 3866.24 1.0869 -274.05 signal
2025-10-25 18:30:00+00:00 2025-10-27 07:00:00+00:00 3958.21 4220.00 1.0405 1360.26 signal
2025-10-27 16:30:00+00:00 2025-10-27 20:00:00+00:00 4212.00 4149.77 1.1391 -356.33 signal
2025-10-29 02:00:00+00:00 2025-10-29 18:30:00+00:00 3992.66 3915.29 1.1568 -449.33 signal
2025-10-30 21:00:00+00:00 2025-11-02 09:30:00+00:00 3753.35 3870.77 1.1705 685.38 signal
2025-11-04 11:30:00+00:00 2025-11-05 22:00:00+00:00 3527.78 3419.57 1.3422 -728.05 signal
2025-11-07 15:00:00+00:00 2025-11-08 00:00:00+00:00 3308.33 3424.86 1.3209 767.84 signal
2025-11-09 05:00:00+00:00 2025-11-11 05:00:00+00:00 3405.24 3562.72 1.3958 1097.09 signal
2025-11-13 23:00:00+00:00 2025-11-14 20:30:00+00:00 3252.36 3136.22 1.6298 -948.48 signal
2025-11-16 02:30:00+00:00 2025-11-16 11:00:00+00:00 3202.04 3171.54 1.5070 -231.73 signal
2025-11-19 21:00:00+00:00 2025-11-22 08:00:00+00:00 2968.82 2727.88 1.5860 -1912.41 signal
2025-11-22 14:00:00+00:00 2025-11-23 14:30:00+00:00 2743.82 2813.55 1.3672 475.15 signal
2025-11-24 14:30:00+00:00 2025-11-26 03:30:00+00:00 2831.16 2925.54 1.4087 663.12 signal
2025-12-03 06:00:00+00:00 2025-12-04 04:00:00+00:00 3082.13 3206.15 1.4013 867.16 signal
2025-12-07 16:30:00+00:00 2025-12-07 22:00:00+00:00 3038.51 3044.00 1.5638 41.02 signal
2025-12-08 02:30:00+00:00 2025-12-09 21:30:00+00:00 3108.35 3300.57 1.5350 1473.27 signal
2025-12-15 22:30:00+00:00 2025-12-17 16:00:00+00:00 2950.63 2847.04 1.8664 -968.82 signal
2025-12-26 02:00:00+00:00 2026-01-06 17:00:00+00:00 2979.99 3247.53 1.6851 2251.93 signal
2026-01-06 21:00:00+00:00 2026-01-08 06:00:00+00:00 3281.55 3116.64 1.8730 -1546.75 signal
2026-01-09 15:00:00+00:00 2026-01-12 07:30:00+00:00 3129.04 3133.96 1.7168 40.08 signal
2026-01-20 20:30:00+00:00 2026-01-23 20:30:00+00:00 3005.63 2938.87 1.7936 -600.80 signal
2026-01-26 00:00:00+00:00 2026-01-28 14:30:00+00:00 2831.86 3011.60 1.7972 1612.96 signal
2026-01-30 18:30:00+00:00 2026-02-01 23:00:00+00:00 2739.26 2255.98 2.1520 -5201.96 signal
2026-02-02 00:00:00+00:00 2026-02-02 03:00:00+00:00 2312.10 2170.85 1.4241 -1007.00 signal
2026-02-02 07:30:00+00:00 2026-02-03 14:30:00+00:00 2227.57 2255.66 1.2518 174.69 signal
2026-02-03 20:30:00+00:00 2026-02-08 15:00:00+00:00 2298.93 2101.54 1.2507 -1235.43 signal
2026-02-09 14:30:00+00:00 2026-02-09 23:30:00+00:00 2042.39 2103.96 1.1051 339.27 signal